-28.8%
WING vs DVA
+62.2%
-91.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.0% | +3.3% |
| 7D | +21.0% | +4.7% | +16.2% | +20.5% |
| 30D | +56.9% | +7.8% | +49.1% | +56.0% |
| 3M | +38.4% | -15.5% | +53.9% | +38.4% |
| 6M | +12.0% | +25.0% | -13.1% | +10.7% |
| YTD | -29.2% | +69.6% | -98.8% | -32.6% |
| 1Y | -28.8% | +60.6% | -89.4% | -29.7% |
| All | -28.8% | +62.2% | -91.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling